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The 48-year-old Bravo star recalled the anguish she felt the moment she learned Shields had passed away at age 51.
"Tyler, his daughter, called me hysterically crying, and she said, 'My dad died this morning.' And I started screaming into the phone," she shared.
While talking with friends in the kitchen of her Hamptons home, Frankel sobbed as she read aloud from text messages she and her daughter, Bryn, 8, sent to Shields after he passed away.
Frankel and Shields were friends for nearly 30 years — and dated on and off beginning in 2016 — when the banker was found dead of a suspected drug overdose in his New York City apartment in August 2018.
"I've never in my life experienced this moment, this feeling, this hysteria," Frankel later revealed in Wednesday's episode before describing how her thoughts raced after Shields' death.
"'Let's figure out what happened. Let me put the pieces of the puzzle together,'" she recalled thinking. "'He wrote me 50 texts. He wanted to marry me. I had a ring on my finger.'"
"He’s dead," Frankel added. "It doesn’t matter. He’s gone. There’s nothing to say."
Watch Frankel share her grief in the video above.